+14.5%
NOW vs AEP
-6.0%
+20.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -5.0% |
| 30D | -26.0% | +3.6% | -29.7% | -24.0% |
| 3M | -13.1% | +1.8% | -14.9% | -11.6% |
| 6M | +14.5% | -3.1% | +17.6% | +14.7% |
| All | +14.5% | -6.0% | +20.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling